+123.4%
VRT vs LIN
+2.8%
+120.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.1% |
| 7D | +9.1% | -2.1% | +11.2% | +8.4% |
| 30D | +0.9% | -2.4% | +3.4% | +0.4% |
| 3M | -13.4% | -5.6% | -7.8% | -14.7% |
| 6M | +11.7% | -3.4% | +15.1% | +10.3% |
| YTD | +73.2% | +13.1% | +60.1% | +90.7% |
| 1Y | +123.4% | +2.5% | +121.0% | +129.0% |
| All | +123.4% | +2.8% | +120.6% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LIN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling